Scalar nonlinear system extended Kalman filtering problem State function: X (k+ 1) 0.5 X (k)+ 2.5 X (k)/(1+ X (k) ^ 2)+ 8 cos (1.2 k)+ w (k) Observation equation: Z (k) X (k) ^ 2/20+ v (k)

EKF_for_One_Div_UnLine_System.m

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